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ECONIS (ZBW)
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Principal component analysis of high frequency data
Aït-Sahalia, Yacine
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Xiu, Dacheng
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2015
Persistent link: https://www.econbiz.de/10011372555
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12
Regression discontinuity and the price effects of stock market indexing
Chang, Yen-cheng
;
Hong, Harrison G.
;
Liskovich, Inessa
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2013
Persistent link: https://www.econbiz.de/10009788196
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13
The VIX, the variance premium and stock market volatility
Bekaert, Geert
;
Hoerova, Marie
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2013
Persistent link: https://www.econbiz.de/10009744702
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14
Asset prices and institutional investors
Başak, Suleyman
;
Pavlova, Anna
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2012
Persistent link: https://www.econbiz.de/10009621932
Saved in:
15
Do demand curves for currencies slope down? : evidence from the MSCI global index change
Hau, Harald
-
2005
Persistent link: https://www.econbiz.de/10013424563
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